Currently there's not a way to do this but it is a feature that we're working on. We're hoping to get it into the next Oculus update.
Thanks for that feedback. We are definitely trying to get that out as soon as possible.
There is a workaround but it does require some extra hardware. You could disable Rift Audio and use an audio splitter (i.e. 1/8'' stereo splitter cable, appx. $5) to send audio to both external headphones and speakers.